Anic Equity¶

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Total return since start: 0.695 %¶

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Equity now: -----------------------------> 51766.42 Kr¶

Max Equity ever reached: ------------> 51912.9 Kr¶

Portfolio value: --------------------------> 48560.0 Kr¶

PnL: ---------------------------------------> -520.17 Kr¶

DD now: ---------------------------------> -0.282 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 17:06:13.022604'

Anic Portfolio¶

Today¶

Return: 8.919 %¶

This Week¶

Return: 8.919 %¶

Total¶

Return: 69.47 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.270000 3348.000000 169.400000 5.330000 3178.600002
HMS Networks 2 0.000000 780.000000 107.000000 15.900000 673.000000
Nordea Bank Abp 29 0.580000 3535.100000 81.100000 2.350000 3453.999992
HEBA B 70 -3.490000 2712.500000 76.500000 2.900000 2636.000010
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
SAAB B 8 0.000000 3420.000000 43.000000 1.270000 3377.000000
AcadeMedia 12 2.400000 593.280000 36.280000 6.510000 557.000004
Resurs Holding 22 -0.540000 606.760000 32.760000 5.710000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -5.630000 385.400000 30.400000 8.560000 355.000000
Swedbank A 3 0.280000 591.000000 27.000000 4.790000 564.000000
OEM International B 7 0.000000 547.400000 19.400000 3.670000 527.999997
Intrum 4 -1.500000 539.800000 12.800000 2.430000 527.000000
Eastnine 4 -0.470000 503.200000 12.200000 2.480000 491.000000
Norva24 Group 16 -0.860000 555.200000 12.200000 2.250000 543.000000
Securitas B 6 -1.290000 580.440000 10.440000 1.830000 570.000000
Fastighetsbolag. Emilshus Pref 21 -0.730000 571.200000 9.200000 1.640000 562.000005
Midsona B 63 4.000000 590.310000 7.310000 1.250000 582.999984
Corem Property Group B 59 -4.950000 583.220000 6.220000 1.080000 576.999999
Karnov Group 9 -0.660000 541.800000 5.800000 1.080000 536.000004
Creaspac SPAC 6 -0.210000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -3.550000 247.920000 1.920000 0.780000 246.000000
Coor Service Management Hold. 8 -1.920000 530.400000 -1.600000 -0.300000 532.000000
Handelsbanken A 5 0.560000 543.250000 -2.750000 -0.500000 546.000000
Fasadgruppen Group 38 3.040000 4126.800000 -13.000000 -0.310000 4139.799990
Boozt 12 -2.010000 1636.800000 -17.200000 -1.040000 1653.999996
Sampo Oyj SDB 7 1.390000 3832.500000 -17.500000 -0.450000 3850.000000
CTEK 13 0.740000 513.370000 -20.630000 -3.860000 533.999999
International Petroleum Corp. 5 -0.610000 570.500000 -24.070000 -4.050000 594.565215
Essity B 2 2.840000 549.600000 -24.400000 -4.250000 574.000000
Essity A 4 2.790000 1104.000000 -45.000000 -3.920000 1149.000000
Vivesto 1368 0.790000 558.420000 -54.580000 -8.900000 612.999432
Beijer Electronics Group 27 4.490000 3018.600000 -64.200000 -2.080000 3082.800006
OX2 22 0.750000 1779.800000 -208.400000 -10.480000 1988.199994
Axfood 15 1.720000 4069.500000 -229.300000 -5.330000 4298.800005
Ovzon 64 0.190000 3430.400000 -564.000000 -14.120000 3994.400000
TOTAL 48542.670000 -537.500000 -0.31555% 49080.164634

Updated:¶

'2023-01-30 17:05:04.084728'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶